+52.6%
FSLR vs CPRT
-18.6%
+71.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -14.8% | -0.4% | -14.4% | -14.7% |
| 30D | -4.3% | +21.2% | -25.5% | -9.9% |
| 3M | -23.4% | +8.3% | -31.7% | -25.8% |
| 6M | -26.9% | -3.4% | -23.6% | -26.9% |
| YTD | -34.4% | -18.7% | -15.7% | -30.2% |
| 1Y | -33.2% | -23.5% | -9.7% | -27.1% |
| 3Y | +28.1% | -34.2% | +62.2% | +43.0% |
| All | +52.6% | -18.6% | +71.2% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CPRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling